Aqr Diversified Arbitrage Fund Market Value

ADAIX Fund  USD 12.39  0.01  0.08%   
Aqr Diversified's market value is the price at which a share of Aqr Diversified trades on a public exchange. It measures the collective expectations of Aqr Diversified Arbitrage investors about its performance. Aqr Diversified is trading at 12.39 as of the 15th of March 2025; that is 0.08 percent increase since the beginning of the trading day. The fund's open price was 12.38.
With this module, you can estimate the performance of a buy and hold strategy of Aqr Diversified Arbitrage and determine expected loss or profit from investing in Aqr Diversified over a given investment horizon. Check out Aqr Diversified Correlation, Aqr Diversified Volatility and Aqr Diversified Alpha and Beta module to complement your research on Aqr Diversified.
Symbol

Please note, there is a significant difference between Aqr Diversified's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aqr Diversified is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aqr Diversified's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Aqr Diversified 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Aqr Diversified's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Aqr Diversified.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Aqr Diversified on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Aqr Diversified Arbitrage or generate 0.0% return on investment in Aqr Diversified over 90 days. Aqr Diversified is related to or competes with Transamerica Emerging, Ep Emerging, Dodge Cox, Franklin Emerging, Pnc Emerging, The Hartford, and Siit Emerging. The fund seeks to outperform, after expenses, the ICE BofA US 3-Month Treasury Bill Index while seeking to control its t... More

Aqr Diversified Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Aqr Diversified's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Aqr Diversified Arbitrage upside and downside potential and time the market with a certain degree of confidence.

Aqr Diversified Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqr Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqr Diversified's standard deviation. In reality, there are many statistical measures that can use Aqr Diversified historical prices to predict the future Aqr Diversified's volatility.
Hype
Prediction
LowEstimatedHigh
12.2812.3912.50
Details
Intrinsic
Valuation
LowRealHigh
12.2412.3512.46
Details

Aqr Diversified Arbitrage Backtested Returns

At this stage we consider Aqr Mutual Fund to be very steady. Aqr Diversified Arbitrage secures Sharpe Ratio (or Efficiency) of 0.41, which signifies that the fund had a 0.41 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Aqr Diversified Arbitrage, which you can use to evaluate the volatility of the entity. Please confirm Aqr Diversified's Mean Deviation of 0.0846, risk adjusted performance of 0.2799, and Coefficient Of Variation of 246.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.043%. The fund shows a Beta (market volatility) of 0.0231, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aqr Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aqr Diversified is expected to be smaller as well.

Auto-correlation

    
  0.94  

Excellent predictability

Aqr Diversified Arbitrage has excellent predictability. Overlapping area represents the amount of predictability between Aqr Diversified time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aqr Diversified Arbitrage price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current Aqr Diversified price fluctuation can be explain by its past prices.
Correlation Coefficient0.94
Spearman Rank Test0.98
Residual Average0.0
Price Variance0.0

Aqr Diversified Arbitrage lagged returns against current returns

Autocorrelation, which is Aqr Diversified mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Aqr Diversified's mutual fund expected returns. We can calculate the autocorrelation of Aqr Diversified returns to help us make a trade decision. For example, suppose you find that Aqr Diversified has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Aqr Diversified regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Aqr Diversified mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqr Diversified mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aqr Diversified mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Aqr Diversified Lagged Returns

When evaluating Aqr Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqr Diversified mutual fund have on its future price. Aqr Diversified autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Aqr Diversified autocorrelation shows the relationship between Aqr Diversified mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Aqr Diversified Arbitrage.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Aqr Mutual Fund

Aqr Diversified financial ratios help investors to determine whether Aqr Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Aqr with respect to the benefits of owning Aqr Diversified security.
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